Login
market maker quality
| Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 20/11/2024 | 86.11% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 6,650 CHF | 8,325 CHF | 88.22% | 88.22% |
| 19/11/2024 | 70.72% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 9,343 CHF | 9,671 CHF | 88.27% | 88.27% |
| 18/11/2024 | 78.94% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 7,708 CHF | 8,854 CHF | 89.44% | 89.44% |
| 15/11/2024 | 87.70% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 6,427 CHF | 8,213 CHF | 93.30% | 93.30% |
| 14/11/2024 | 83.17% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 7,070 CHF | 8,535 CHF | 90.21% | 90.21% |
| 13/11/2024 | 73.76% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 8,597 CHF | 9,298 CHF | 96.15% | 96.15% |
| 12/11/2024 | 72.19% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 8,921 CHF | 9,461 CHF | 94.51% | 94.51% |
| 11/11/2024 | 82.43% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 7,184 CHF | 8,592 CHF | 92.94% | 92.94% |
| 08/11/2024 | 64.84% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 10,484 CHF | 10,242 CHF | 95.70% | 95.70% |
| 07/11/2024 | 70.28% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 9,319 CHF | 9,660 CHF | 95.08% | 95.08% |
Please wait...
The data push was deactivated due to a timeout. Please click "Refresh page" to continue.
Your Bookmarks (0)